Bitcoin vs Gold ETF Hedging Unwind & Support Simulator

Evaluate how institutional put open interest and high short interest in BlackRock's iShares Bitcoin Trust (IBIT) generate parabolic upside convexity compared to SPDR Gold Shares (GLD) as macro volatility hedges expire.

Hedging Parameters

LIVE SYNC
Positioning Scenario Presets
92.5%
10% (Low) 100% (Yearly Peak)
Measures short borrow volume relative to historic yearly ceilings.
1.45
0.40 (Call Heavy) 2.50 (Deep Put Hedging)
Institutional downside protection volume on BlackRock Bitcoin ETF.
0.82
0.40 (Bullish) 2.50 (Heavy Gold Hedges)
Benchmark Gold ETF downside open interest ratio.
$450M
$0M $1,500M
Net capital deployment forcing market maker delta absorption.
14 Days
3 Days (Violent) 60 Days (Gradual)
Compression duration for expiry or synthetic short covering.
JPMorgan Thesis Core: Because IBIT options carry a significantly higher put skew and elevated borrow interest than GLD, an easing of macro hedging demand triggers market-maker short-gamma covering, creating disproportionate spot price support for Bitcoin over Gold.
BITCOIN MULTIPLIER
2.35 x
Relative spot leverage vs Gold
GOLD MULTIPLIER
1.12 x
GLD baseline capital response
SHORT SQUEEZE SHOCK
415.5 bps
Estimated buy-in delta (+4.15%)
HEDGING PRESSURE SCORE
88.4 / 100
Extreme Short & Put Skew

Spot Support & Resistance Unwind Curves

Simulated upside price trajectory as hedging volume unwinds (0% to +25%)

Bitcoin (IBIT) Upside
Gold (GLD) Upside

Institutional Derivative Positioning Matrix

bitcoin_gold_hedging_unwind_report_59.json
Metric Component Bitcoin (IBIT) Gold (GLD) Divergence Spread Structural Consequence
Put / Call Ratio 1.45 0.82 +0.63 (High Skew) Heavier Bearish Hedge
Short Interest Intensity 92.5% of Peak 28.4% of Peak +64.1% Vulnerable to Squeeze
Unwind Sensitivity Multiplier 2.35x 1.12x +1.23x Asymmetry Sharper Spot Lift
Market Maker Gamma Delta Short Gamma Flip Neutral Delta Positive Elasticity Accelerated Covering
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